+167.0%
MPC vs SNAP
-52.6%
+219.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -14.0% | +10.1% | -3.0% |
| 7D | -12.8% | -10.4% | -2.4% | -12.2% |
| 30D | -12.7% | -11.9% | -0.8% | -12.1% |
| 3M | +27.1% | -4.5% | +31.6% | +27.0% |
| 6M | +45.8% | -16.7% | +62.5% | +46.8% |
| YTD | +134.7% | -36.9% | +171.6% | +142.0% |
| 1Y | +106.0% | -30.3% | +136.3% | +110.0% |
| All | +167.0% | -52.6% | +219.6% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SNAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling